Xem 1-20 trên 161 kết quả Pricing options
  • Why does the CME now offer two Milk contracts? The Milk (Class III) was changed from the BFP in January 2000 to conform to the new component pricing structure of the dairy "reform" legislation for milk used in the manufacturing of hard cheeses. It has provided an excellent risk management tool for the cheese- milk industry.

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  • Buying options is the best way to start trading options. The big advantage that you have is that you can’t lose more than you pay for the option. That is not true of some other option strategies such as option writing.The major error made by option buyers and the reason some take big losses is that they pay too much for their options. In fact, most option authorities recommend buying in-the-money options where the stock price is across the strike price.

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  • You cannot predict the future or control the present—these are prime directives governing the creation and use of options. This text takes the mystery out of predicting and profiting from the future price trends of stocks and futures contracts using fundamental and/or technical analysis along with option strategies that manage the associated risk. Savvy market operators have devised methods of attacking the markets aggressively, while protecting themselves from the daily risk of loss.

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  • Bài giảng Chapter 8: Financial options and their valuation presents of Financial options, Black-Scholes Option Pricing Model. It helps you learn better.

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  • Options are financial instruments which are bought and sold in a market place. The people who do it well pocket large bonuses; companies that do it badly can suffer staggering losses. These are intensely practical activities and this is a technical book for practical people working in the industry.Options are financial instruments which are bought and sold in a market place. The people who do it well pocket large bonuses; companies that do it badly can suffer staggering losses.

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  • Health insurers play a unique role as both sellers of insurance and buyers of health care services. These companies use their power as buyers against the smaller medical providers while cooperating with larger providers to increase profits for both.22,23 With only a handful of large insurers, physician practices often have no choice but to accept the prices offered without bargaining effectively. Larger providers, such as academic medical centers, can use their size and stature to negotiate rates.

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  • In spring of 2001, John Pepper, then chairman of Procter and Gamble, discovered that members of P&G’s competitive analysis department engaged in corporate spying practices at its rival corporation, Unilever. 1 The spying operation gathered about eighty documents detailing Unilever’s plans for its U. S. hair care business over the next three years, including information on its launch-plans, prices, and margins. 2, 3 This information came as a complete surprise to Pepper, who had not commissioned nor condoned this operation.

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  • An investor who has sold stock short in anticipation of a price decline can limit a possible loss by purchasing call options. Remember that shorting stock requires a margin account and margin calls may force you to liquidate your position prematurely. Although a call option may be used to offset a short stock position's upside risk, it does not protect the option holder against additional margin calls or premature liquidation of the short stock position. Assume you sold short 100 shares of XYZ stock at $40 per share.

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  • We build a three-factor term-structure of interest rates model and use it to price corporate bonds. The first two factors allow the risk-free term structure to shift and tilt. The third factor generates a stochastic credit-risk premium. To implement the model, we apply the Peterson and Stapleton (2002) diffusion approximation methodology. The method approximates a correlated and lagged-dependent lognormal diffusion processes. We then price options on credit-sensitive bonds.

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  • While many databases are focused on similar subjects, each database is unique. Differences may result from types of publications covered, data included, indexing standards, the presence of a thesaurus, or special formatting options. Details of each database are documented in its Bluesheet. A Dialog Bluesheet contains a description of the database content, provider contact information, terms of use, specific data available for searching, tagging, output formats, and other important features specific to the database. Bluesheets are available in PDF format online at library.dialog.

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  • Chapter 19 - Options and contingent claims. This chapter include objectives: Understand the major types and characteristics of options and distinguish between options and futures; identify and explain the factors that affect option prices; understand and apply basic option pricing theorems, including put–call parity,…

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  • As a continuation of the Bachelor’s degree, the Master’s programme offers a specialisation in a particular area of academic expertise while adopting an applied approach. Master’s programmes thus are strongly focused on develop- ing analytical skills among students, thereby providing them with career pros- pects in middle and upper management. Many Master’s programmes are designed as a work-study option that permits participants to benefit from immediate knowledge transfer and to continue their professional development without interruption.

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  • In this chapter, we turn our attention to option valuation issues. To understand most option valuation models requires considerable mathematical and statistical background. Still, many of the ideas and insights of these models can be demonstrated in simple examples, and we will concentrate on these.

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  • While the stochastic volatility (SV) generalization has been shown to improve the explanatory power over the Black-Scholes model, empirical implications of SV models on option pricing have not yet been adequately tested. The purpose of this paper is to first estimate a multivariate SV model using the efficient method of moments (EMM) technique from observations of underlying state variables and then investigate the respective effect of stochastic interest rates, systematic volatility and idiosyncratic volatility on option prices....

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  • Basic principles underlying the transactions of financial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical finance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of financial derivatives, a need for sophisticated computational technology has developed. For example, to price an American put, quantitative analysts have asked for the numerical solution of a free-boundary partial differential equation.

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  • This book is not a buyer’s guide. In it, you won’t find endless, boring lists of prices and products and useless part numbers. Instead, this book assumes that you need a computer for some reason. You’ll discover that reason and then read about how to find software to carry out that task. From there, you’ll match hardware to your software and end up with the computer that’s perfect for you.

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  • CHAPTER 4 The Value of Uncertainty. The general assumption in financial option pricing is that enhanced volatility enhances the value of the option. For financial options, a series of “Greeks” are tools that can be used by analysts to describe and understand the sensitivity of the financial option to key uncertainty parameters.

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  • 6 TRADING VOLATILITY. LEARNING OBJECTIVES: The material in this chapter helps you to: • Recognize volatility abnormalities and use them in profitable trading strategies. • Understand and use the measures of option price change (“greeks”). • Read and interpret price distributions.

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  • The purpose of this booklet is to provide an introduction to some of the basic equity option strategies available to option and/or stock investors. Exchange-traded options have many benefits including flexibility, leverage, limited risk for buyers employing these strategies, and contract performance guaranteed by The Options Clearing Corporation (OCC). Options allow you to participate in price movements without committing the large amount of funds needed to buy stock outright.

    pdf32p greengrass304 14-09-2012 33 12   Download

  • 1 INTRODUCTION. LEARNING OBJECTIVES: The material in this chapter will help you to: • Become familiar with the terms and concepts of option trading. • Analyze the components of option price. • Use historical and implied volatility to formulate your option trading strategy.

    pdf39p mama15 19-10-2010 51 11   Download

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